Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 51.989525 57.612844 63.955634 71.719770 81.080520 92.154157 106.483474
2025-01-12 43.135681 50.111077 58.621802 70.036115 85.391763 106.073984 137.516733
2025-01-19 37.368867 44.604017 53.849358 66.971175 85.945679 113.967320 162.295857
2025-01-26 35.592311 43.640988 54.418050 70.652761 96.081022 137.952477 223.060860
2025-02-02 34.281795 43.012731 55.189612 74.550573 107.276226 167.523370 315.475433
2025-02-09 32.417449 41.353255 54.192671 75.455971 113.623632 190.819020 417.764090
2025-02-16 30.474221 39.360890 52.421642 74.747762 116.810955 208.982145 530.792625
2025-02-23 28.764882 37.543774 50.696060 73.803791 119.259839 226.632799 675.806844
2025-03-02 27.102114 35.658061 48.667484 72.021148 119.583479 239.251399 832.887425
2025-03-09 25.777847 34.183414 47.152404 70.940618 121.142229 256.263249 1079.826497
2025-03-16 24.201833 32.223884 44.695275 67.830513 117.588927 256.591470 1218.208602
2025-03-23 23.842866 32.115594 45.259814 70.459446 127.817889 307.887071 2327.718010
2025-03-30 22.860690 31.012260 44.139650 69.834399 130.510800 337.006267 3982.980395
2025-04-06 21.802891 29.734674 42.637963 68.295207 130.636911 357.191683 6963.964201
2025-04-13 20.614306 28.184443 40.558741 65.350493 126.429453 355.815947 9645.747489
2025-04-20 20.517703 28.387120 41.547583 68.890613 141.032476 463.380216 NaN
2025-04-27 20.429290 28.592012 42.551838 72.633988 157.924873 626.315816 NaN
2025-05-04 19.957932 28.126747 42.288199 73.502852 166.199461 757.001731 NaN
2025-05-11 19.328670 27.360558 41.406353 72.823241 169.035504 851.852567 NaN
2025-05-18 18.716340 26.594213 40.474121 71.917155 170.862938 948.221973 NaN
2025-05-25 18.050361 25.707435 39.260456 70.205315 169.258143 1001.689888 NaN
2025-06-01 17.502203 25.002231 38.357302 69.167228 170.054623 1102.023377 NaN
2025-06-08 16.765474 23.944435 36.722095 66.177263 162.464451 1045.476070 NaN